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NYSE Euronext Announces Trading Volumes for January 2010

Courtesy of Chopshop

NYSE Euronext Jan 2010 - Montly Cash + Derivative Volume Summaries PDF

 

NEW YORK, Feb 08, 2010 (BUSINESS WIRE) — NYSE Euronext (NYX) announced trading volumes for its global derivatives and cash equities exchanges for January 2010. Derivatives trading volumes in January 2010 were stronger, with European derivatives volumes increasing 32.4% and U.S. options trading volumes increasing 102.4% versus prior year. Cash equities trading volumes were mixed in January 2010, with European cash transactions increasing 4.1% and U.S. cash equities trading volumes declining 23.7% from prior year levels, respectively. Both European and U.S. cash trading volumes, however, increased from fourth quarter 2009 levels.

 

Highlights

  • NYSE Euronext European derivatives products average daily volume (”ADV”) in January 2010 of 5.1 million contracts increased 32.4% compared to January 2009 and increased 26.2% from December 2009. Total European interest rate products ADV in January 2010 of 2.7 million contracts increased 37.8% compared to January 2009 and increased 50.5% from December 2009. Interest rate product ADV is at the highest level since March of 2008. Total equity products ADV of 2.3 million contracts in January 2010 increased 26.9% compared to January 2009 and increased 6.0% from December 2009.
  • NYSE Group U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.2 million contracts in January 2010 increased 102.4% compared to January 2009 levels and increased 36.6% from December 2009. NYSE Group’s U.S. options exchanges accounted for 27.8% of the total consolidated equity options trading in January 2010, up from 17.4% in January 2009 and 24.9% in December 2009, making NYSE Euronext the largest U.S. equity options exchange group in the industry in January 2010.
  • NYSE Euronext European cash products ADV of 1.4 million transactions in January 2010 increased 4.1% compared to January 2009, and increased 27.3% from December 2009. European cash estimated market share in terms of value traded was relatively stable.
  • NYSE Group (NYSE, NYSE Arca and NYSE Amex) U.S. cash products handled ADV of 2.7 billion shares in January 2010 decreased 23.7% compared to January 2009, but increased 16.5% compared to December 2009. NYSE Group matched share of all U.S. cash equity trading volume was 26.5% in January 2010. NYSE Group’s Tape A matched market share in January 2010 was 34.3%, down from 36.5% in December 2009.
  • There were a total of 20 trading days in Europe and 19 trading days in the U.S. in January 2010, compared to 21 trading days in Europe and 20 trading days in the U.S. in January 2009.

 

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in January 2010 was 5.1 million futures and options contracts, an increase of 32.4% from January 2009, and an increase of 26.2% from December 2009. The 5.1 million in futures and options contracts ADV in January 2010 consisted of 4.0 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.1 million, or 20.9%, executed through Bclear, NYSE Liffe’s trade administration and clearing service for OTC products. The 4.0 million contracts in ADV executed over LIFFE CONNECT was the highest level recorded since March of 2008.
  • Total interest rate products ADV of 2.7 million contracts in January 2010 increased 37.8% from January 2009, and increased 50.5% from December 2009. Total interest rate product ADV is at the highest level since March 2008.
  • Total equity products (including Bclear) ADV of 2.3 million contracts in January 2010 increased 26.9% compared to January 2009 and increased 6.0% compared to December 2009.

U.S. Derivatives

  • NYSE Group U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.2 million contracts in January 2010 increased 102.4% compared to January 2009, and increased 36.6% compared to December 2009.
  • Total U.S. consolidated options ADV increased 27.0% to 15.2 million contracts in January 2010 compared to January 2009 and increased 22.3% compared to December 2009.
  • NYSE Group’s U.S. options exchanges accounted for 27.8% of the total consolidated equity options trading in January 2010, up from 17.4% in January 2009 and 24.9% in December 2009, making NYSE Euronext the largest U.S. equity options exchange group in January 2010.
  • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in January 2010 was approximately 22,000 contracts compared to 20,000 contracts in December 2009.

 

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.4 million transactions in January 2010 increased 4.1%, compared to January 2009, and increased 27.3% compared to December 2009. European cash estimated market share in terms of value traded was relatively stable.

U.S. Cash

  • NYSE Group U.S. cash products handled ADV in January 2010 decreased 23.7% to 2.7 billion shares compared to January 2009, but increased 16.5% from December 2009.
  • NYSE Group’s Tape A matched market share in January 2010 was 34.3%, down from 36.5% in December 2009.
  • Designated Market Maker participation in January 2010 was 8.8%, compared to 8.3% in December 2009. Supplemental Liquidity Provider participation in January 2010 was 11.1%, compared to 10.3% in December 2009. DMM and SLP participation pertain only to trading on NYSE.

Exchange Traded Products

  • NYSE Group matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 347 million shares in January 2010 decreased 35.2% compared to January 2009, but increased 38.8% compared to December 2009.

 

Please click here for the Monthly Transaction Activity Data Table.

 

1 Euronext equities transactions count each buy and sell order as separate transactions, NYSE Group equities transactions count buy and sell orders together as a single transaction. All NYSE Euronext derivatives transactions count buy and sell orders together as a single transaction.

 

 

NYSE Euronext

Monthly Volume Summary - Cash Products
Average Daily Volume Total Volume Average Daily Volume Total Volume
(Unaudited) Jan-10 Jan-09 % Chg Jan-10 Jan-09 % Chg YTD 2010

% Chg vs.

YTD 2009

 YTD 2010

% Chg vs.

YTD 2009
Number of Trading Days - European Markets 20 21 20 21 20 20
Number of Trading Days - U.S. Markets 19 20 19 20 19 19
European Cash Products (trades in thousands) 1,384 1,329 4.1% 27,675 27,918 -0.9% 1,384 4.1% 27,675 -0.9%
Equities 1,324 1,264 4.7% 26,471 26,540 -0.3% 1,324 4.7% 26,471 -0.3%
Exchange-Traded Funds 17 13 32.5% 346 275 26.2% 17 32.5% 346 26.2%
Structured Products 37 47 -23.0% 731 996 -26.6% 37 -23.0% 731 -26.6%
Bonds 6 5 24.3% 127 107 18.4% 6 24.3% 127 18.4%
U.S. Cash Products (shares in millions) 2 2,702 3,540 -23.7% 51,334 70,790 -27.5% 2,702 -23.7% 51,334 -27.5%
NYSE Listed (Tape A) Issues 1
NYSE Group Handled Volume 2 1,919 2,520 -23.8% 36,455 50,390 -27.7% 1,919 -23.8% 36,455 -27.7%
NYSE Group Matched Volume 3 1,767 2,271 -22.2% 33,572 45,430 -26.1% 1,767 -22.2% 33,572 -26.1%
Total NYSE Listed Consolidated Volume 5,144 5,370 -4.2% 97,738 107,394 -9.0% 5,144 -4.2% 97,738 -9.0%
NYSE Group Share of Total Consolidated Volume
Handled Volume 2 37.3% 46.9% -9.6% 37.3% 46.9% -9.6% 37.3% -9.6% 37.3% -9.6%
Matched Volume 3 34.3% 42.3% -8.0% 34.3% 42.3% -8.0% 34.3% -8.0% 34.3% -8.0%
NYSE Arca & Amex (Tape B) Listed Issues
NYSE Group Handled Volume 2 412 622 -33.8% 7,824 12,445 -37.1% 412 -33.8% 7,824 -37.1%
NYSE Group Matched Volume 3 360 540 -33.3% 6,848 10,802 -36.6% 360 -33.3% 6,848 -36.6%
Total NYSE Arca & Amex Listed Consolidated Volume 1,581 2,037 -22.4% 30,043 40,736 -26.2% 1,581 -22.4% 30,043 -26.2%
NYSE Group Share of Total Consolidated Volume
Handled Volume 2 26.0% 30.6% -4.6% 26.0% 30.6% -4.6% 26.0% -4.6% 26.0% -4.6%
Matched Volume 3 22.8% 26.5% -3.7% 22.8% 26.5% -3.7% 22.8% -3.7% 22.8% -3.7%
Nasdaq Listed (Tape C) Issues
NYSE Group Handled Volume 2 371 398 -6.6% 7,055 7,955 -11.3% 371 -6.6% 7,055 -11.3%
NYSE Group Matched Volume 3 302 324 -6.6% 5,744 6,474 -11.3% 302 -6.6% 5,744 -11.3%
Total Nasdaq Listed Consolidated Volume 2,443 2,051 19.1% 46,413 41,011 13.2% 2,443 19.1% 46,413 13.2%
NYSE Group Share of Total Consolidated Volume
Handled Volume 2 15.2% 19.4% -4.2% 15.2% 19.4% -4.2% 15.2% -4.2% 15.2% -4.2%
Matched Volume 3 12.4% 15.8% -3.4% 12.4% 15.8% -3.4% 12.4% -3.4% 12.4% -3.4%
Exchange-Traded Products 1,4
NYSE Group Handled Volume 2 394 617 -36.1% 7,492 12,339 -39.3% 394 -36.1% 7,492 -39.3%
NYSE Group Matched Volume 3 347 535 -35.2% 6,595 10,708 -38.4% 347 -35.2% 6,595 -38.4%
Total ETP Consolidated Volume 1,549 2,060 -24.8% 29,438 41,195 -28.5% 1,549 -24.8% 29,438 -28.5%
NYSE Group Share of Total Consolidated Volume
Handled Volume 2 25.5% 30.0% -4.5% 25.5% 30.0% -4.5% 25.5% -4.5% 25.5% -4.5%
Matched Volume 3 22.4% 26.0% -3.6% 22.4% 26.0% -3.6% 22.4% -3.6% 22.4% -3.6%

 

 
NYSE Euronext

Monthly Volume Summary - Derivatives Products
Average Daily Volume Total Volume Average Daily Volume Total Volume
(Unaudited; contracts in thousands) Jan-10 Jan-09 % Chg Jan-10 Jan-09 % Chg

YTD 2010

% Chg vs.

YTD 2009

YTD 2010

% Chg vs.

YTD 2009
Number of Trading Days - European Markets 20 21 20 21 20 20
Number of Trading Days - U.S. Markets 19 20 19 20 19 19
European Derivatives Products 5,066 3,826 32.4% 101,315 80,349 26.1% 5,066 32.4% 101,315 26.1%
of which Bclear 1,060 779 36.0% 21,197 16,363 29.5% 1,060 36.0% 21,197 29.5%
Total Interest Rate Products 2,740 1,989 37.8% 54,796 41,760 31.2% 2,740 37.8% 54,796 31.2%
Short Term Interest Rate Products 2,648 1,911 38.6% 52,967 40,127 32.0% 2,648 38.6% 52,967 32.0%
Medium and Long Term Interest Rate Products 5 91 78 17.6% 1,829 1,633 12.0% 91 17.6% 1,829 12.0%
Total Equity Products 6 2,276 1,793 26.9% 45,515 37,655 20.9% 2,276 26.9% 45,515 20.9%
Individual Equity Products 1,658 1,196 38.6% 33,164 25,124 32.0% 1,658 38.6% 33,164 32.0%
Equity Index Products 618 597 3.5% 12,351 12,532 -1.4% 618 3.5% 12,351 -1.4%
of which Bclear 1,060 779 36.0% 21,197 16,363 29.5% 1,060 36.0% 21,197 29.5%
Individual Equity Products 924 650 42.2% 18,490 13,653 35.4% 924 42.2% 18,490 35.4%
Equity Index Products 135 129 4.9% 2,707 2,711 -0.1% 135 4.9% 2,707 -0.1%
Commodity Products 50 44 12.9% 1,004 934 7.5% 50 12.9% 1,004 7.5%
of which Bclear - - - - - -
U.S. Derivatives Products
Equity Options 7
NYSE Group Options Contracts 4,223 2,086 102.4% 80,235 41,725 92.3% 4,223 102.4% 80,235 92.3%
Total Consolidated Options Contracts 15,207 11,974 27.0% 288,939 239,490 20.6% 15,207 27.0% 288,939 20.6%
NYSE Group Share of Total 27.8% 17.4% 27.8% 17.4% 27.8% 10.4% 27.8% 10.4%

 

NYSE Liffe U.S.

Futures and Futures Options Volume

22.2 20.4 9.1% 422.0 407.2 3.6% 22.2 20.4 422.0 3.6%

 

 

1 Includes all volume executed in NYSE Group crossing sessions.

2 Represents the total number of shares of equity securities and ETPs internally matched on the NYSE Group’s exchanges or routed to and executed at an external market center. NYSE Arca routing includes odd-lots.

3 Represents the total number of shares of equity securities and ETPs executed on the NYSE Group’s exchanges.

4 Data included in previously identified categories.

5 Data includes currency products.

6 Includes all trading activities for Bclear, NYSE Liffe’s clearing service for wholesale derivatives.

7 Includes trading in U.S. equity options contracts, not equity-index options.

Source: NYSE Euronext, Options Clearing Corporation and Consolidated Tape as reported for equity securities.
All trading activity is single-counted, except European cash trading which is double counted to include both buys and sells.

 

Source: NYSE Euronext

Attachment Size
NYSE Euronext Jan 2010 - Montly Cash + Derivative Volume Summaries.pdf 18.02 KB


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